+126.0%
SPG vs AVAV
-5.8%
+131.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | +0.5% |
| 7D | +4.9% | -10.6% | +15.5% | +5.2% |
| 30D | +15.6% | -18.8% | +34.4% | +16.3% |
| 3M | +4.1% | -34.1% | +38.2% | +5.4% |
| 6M | +13.6% | -35.3% | +48.9% | +14.7% |
| YTD | +27.5% | -53.4% | +80.9% | +29.7% |
| 1Y | +32.2% | -65.6% | +97.9% | +37.0% |
| 3Y | +126.0% | -5.1% | +131.1% | +100.6% |
| All | +126.0% | -5.8% | +131.8% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling